Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52196.72 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48073.05 Kr¶

PnL: ---------------------------------------> -858.95 Kr¶

DD now: ---------------------------------> -1.739 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 16:02:23.034207'

Anic Portfolio¶

Today¶

Return: 0.234 %¶

This Week¶

Return: -0.228 %¶

Total portfolio value¶

Return including deposits: 70.879 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.470000 2343.000000 154.000000 7.040000 2189.000000
BHG Group 49 6.560000 700.210000 61.210000 9.580000 638.999984
Xvivo Perfusion 3 -0.510000 877.500000 32.500000 3.850000 845.000001
Biotage 4 1.150000 631.200000 28.200000 4.680000 603.000000
Embracer Group B 26 2.270000 689.910000 27.910000 4.220000 661.999988
Vitrolife 3 1.560000 703.200000 26.200000 3.870000 677.000001
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Humana 40 4.830000 694.400000 20.400000 3.030000 674.000000
Addtech B 3 0.340000 717.600000 17.600000 2.510000 699.999999
Fortnox 10 0.980000 683.000000 15.000000 2.250000 668.000000
Svolder B 35 -0.080000 2191.000000 12.000000 0.550000 2179.000005
SynAct Pharma 9 -0.820000 652.500000 7.500000 1.160000 645.000003
Addnode Group B 6 -0.390000 757.200000 5.200000 0.690000 751.999998
NCC B 7 0.370000 659.050000 5.050000 0.770000 653.999997
Latour B 2 -0.750000 448.600000 -0.400000 -0.090000 449.000000
Indutrade 5 -0.750000 1318.500000 -1.500000 -0.110000 1320.000000
Volati 5 -0.350000 571.000000 -3.000000 -0.520000 574.000000
SCA A 4 0.540000 591.200000 -7.800000 -1.300000 599.000000
Nolato B 12 -1.300000 639.000000 -9.000000 -1.390000 648.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Sampo Oyj SDB 1 -0.900000 494.000000 -11.000000 -2.180000 505.000000
Investor B 3 -0.460000 645.750000 -12.250000 -1.860000 657.999999
BONESUPPORT HOLDING 10 0.080000 1211.000000 -13.000000 -1.060000 1224.000000
Sdiptech B 3 -2.260000 805.800000 -16.200000 -1.970000 822.000000
Sedana Medical 135 4.380000 4314.600000 -16.400000 -0.380000 4330.999935
Profoto Holding 7 -2.420000 565.600000 -16.400000 -2.820000 581.999999
Lime Technologies 2 -4.120000 559.000000 -34.000000 -5.730000 593.000000
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Ambea 68 1.100000 2492.880000 -44.120000 -1.740000 2537.000032
Creades A 7 -0.130000 548.100000 -62.900000 -10.290000 610.999998
Lundin Gold 7 -1.370000 904.400000 -69.600000 -7.150000 973.999999
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
Investor A 16 -0.690000 3441.600000 -103.400000 -2.920000 3545.000000
New Wave B 40 -0.900000 3726.000000 -190.000000 -4.850000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.300000 2660.300000 -306.700000 -10.340000 2966.999993
TOTAL 48073.050000 -858.950000 -1.73875% 48931.999868

Updated:¶

'2023-06-14 16:02:39.675695'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶